A simple function is a finite sum , where the functions
are characteristic
functions of subsets
of a set
. Another description of a simple function is a function
that takes on finitely many values in its range.
The collection of simple functions is closed under addition and multiplication.
To define the Lebesgue integral, the subsets must be measurable
sets. A nonnegative measurable
simple function on a measure space has integral
when the
are pairwise disjoint sets.
Approximating a nonnegative measurable
function
by nonnegative measurable
simple functions defines its Lebesgue integral.